A Revisit to the Dependence Structure between Stock and Foreign Exchange Markets : A Dependence-Switching Copula Approach
Year of publication: |
2012
|
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Authors: | Wang, Yi-Chiuan |
Other Persons: | Wu, Jyh-Lin (contributor) ; Lai, Yi-hao (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Japan | Multivariate Verteilung | Multivariate distribution | Devisenmarkt | Foreign exchange market | Deutschland | Germany | Großbritannien | United Kingdom | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Frankreich | France | Schätzung | Estimation |
Extent: | 1 Online-Ressource (39 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 28, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2039624 [DOI] |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; G15 - International Financial Markets ; F30 - International Finance. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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